Is there a way to capture the viewport in Blender the same way as it is on 3DS Max?
You can perform an OpenGL render. Simply press the little camera in the 3d view header or go to Render > OpenGL Render Image. It will render out a snapshot of your current view as it is, no cameras or lights needed. You can also change the world settings if the default gray is too bland and also the resolution. More info on the relevant wiki page.